+506.6%
APP vs FSLY
-77.4%
+584.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -3.8% |
| 7D | +61.1% | -22.9% | +84.0% | +65.3% |
| 30D | +42.8% | -44.6% | +87.3% | +55.4% |
| 3M | +16.7% | -41.5% | +58.1% | +23.6% |
| 6M | -15.6% | -20.8% | +5.2% | -16.5% |
| YTD | -41.3% | +59.5% | -100.8% | -57.8% |
| 1Y | -39.3% | +36.1% | -75.4% | -54.5% |
| 3Y | +803.2% | -1.0% | +804.2% | +505.2% |
| 5Y | +313.2% | -66.9% | +380.1% | +218.4% |
| All | +506.6% | -77.4% | +584.0% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling